+110.6%
SPOT vs BWA
+86.5%
+24.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | +4.1% | -5.5% | +9.6% | +5.6% |
| 3M | +3.7% | -7.6% | +11.3% | +5.5% |
| 6M | -1.6% | +25.0% | -26.6% | -10.1% |
| YTD | -10.2% | +47.0% | -57.1% | -24.3% |
| 1Y | -25.9% | +54.0% | -79.9% | -39.1% |
| 3Y | +235.6% | +70.7% | +164.9% | +156.5% |
| 5Y | +110.6% | +86.7% | +23.9% | +41.4% |
| All | +110.6% | +86.5% | +24.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling